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Pricing

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joaquinbejar / OptionStratLib Public

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Add Black-76 pricing model for futures/forwards (#396)#398

Merged

joaquinbejar merged 4 commits into

mainjoaquinbejar/OptionStratLib:mainfrom

pricing/black-76joaquinbejar/OptionStratLib:pricing/black-76Copy head branch name to clipboard

Apr 26, 2026

Conversation Commits4 (4)Checks Files changed

Merged

Add Black-76 pricing model for futures/forwards (#396)#398
joaquinbejar merged 4 commits into
mainfrom
pricing/black-76

Commits

Commits on Apr 26, 2026

feat(pricing): add Black-76 model for options on futures and forwards
joaquinbejar
committed
docs(pricing): list Black-76 in lib.rs/pricing module guides
joaquinbejar
committed
fix(pricing): add #[non_exhaustive] to PricingEngine enum for semver compatibility
joaquinbejar
committed
release(0.17.0): bump major + address copilot review
joaquinbejar
committed

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